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The stochastic 2D Navier-Stokes equations on the torus driven by degenerate noise are studied. We characterize the smallest closed invariant subspace for this model and show that the dynamics restricted to that subspace is ergodic. In…

Probability · Mathematics 2009-09-29 Martin Hairer , Jonathan C. Mattingly

We prove that every Markov solution to the three dimensional Navier-Stokes equation with periodic boundary conditions driven by additive Gaussian noise is uniquely ergodic. The convergence to the (unique) invariant measure is exponentially…

Mathematical Physics · Physics 2009-11-13 Marco Romito

We provide some sharp criteria for studying the ergodicity and asymptotic stability of general Feller semigroups on Polish metric spaces. As application, the 2D Navier-Stokes equations with degenerate stochastic forcing will be simply…

Probability · Mathematics 2015-02-17 Fu-Zhou Gong , Yuan Liu

We present a systematic treatment of non-Gaussianity in stochastic systems using the Schwinger-Keldysh effective field theory framework, in which the non-Gaussianity is realized as nonlinear terms in the fluctuation field. We establish two…

High Energy Physics - Theory · Physics 2024-02-15 Shu Lin , Yanyan Bu , Chang Lei

We consider the problem of estimating stochastic volatility for a class of second-order parabolic stochastic PDEs. Assuming that the solution is observed at a high temporal frequency, we use limit theorems for multipower variations and…

Statistics Theory · Mathematics 2020-06-02 Carsten Chong

The present work deals with the global solvability as well as asymptotic analysis of stochastic generalized Burgers-Huxley (SGBH) equation perturbed by space-time white noise in a bounded interval of $\mathbb{R}$. We first prove the…

Probability · Mathematics 2021-07-02 Ankit Kumar , Manil T. Mohan

We study the long time behavior of an advection-diffusion equation with a random shear flow which depends on a stationary Ornstein-Uhlenbeck (OU) process in parallel-plate channels enforcing the no-flux boundary conditions. We derive a…

Analysis of PDEs · Mathematics 2020-12-15 Lingyun Ding , Richard M. McLaughlin

This paper is concerned with stochastic systems whose state is a diffusion process governed by an Ito stochastic differential equation (SDE). In the framework of a nominal white-noise model, the SDE is driven by a standard Wiener process.…

Optimization and Control · Mathematics 2023-05-23 Igor G. Vladimirov

This paper introduces a geometric method for proving ergodicity of degenerate noise driven stochastic processes. The driving noise is assumed to be an arbitrary Levy process with non-degenerate diffusion component (but that may be applied…

Probability · Mathematics 2008-04-10 Nawaf Bou-Rabee , Houman Owhadi

Random metastability occurs when an externally forced or noisy system possesses more than one state of apparent equilibrium. This work investigates a class of random dynamical systems, arising from perturbing a one-dimensional piecewise…

Dynamical Systems · Mathematics 2025-10-27 Cecilia González-Tokman , Joshua Peters

The paper provides a systematic characterization of quantum ergodic and mixing channels in finite dimensions and a discussion of their structural properties. In particular, we discuss ergodicity in the general case where the fixed point of…

We consider a stochastic perturbation of the $\alpha$-Navier-Stokes model. The stochastic perturbation is an additive space-time noise of trace class. Under a natural condition about the trace of operator $Q$ in front of the noise, we prove…

Probability · Mathematics 2020-05-26 Ludovic Goudenège , Luigi Manca

In this paper, we study systems of $N$ interacting particles described by the classical and relativistic Langevin dynamics with singular forces and multiplicative noises. For the classical model, we prove the ergodicity, obtaining an…

Probability · Mathematics 2026-02-27 Manh Hong Duong , Hung Dang Nguyen , Wenxuan Tao

We investigate ergodic-theoretical quantities and large deviation properties of one-dimensional intermittent maps, that have not only an indifferent fixed point but also a singular structure such that the uniform measure is invariant under…

Chaotic Dynamics · Physics 2015-06-18 Soya Shinkai , Yoji Aizawa

In this work we obtain a new criterion to establish ergodicity and non-uniform hyperbolicity of smooth measures of diffeomorphisms. This method allows us to give a more accurate description of certain ergodic components. The use of this…

Dynamical Systems · Mathematics 2019-12-19 F. Rodriguez Hertz , Jana Rodriguez Hertz , A. Tahzibi , R. Ures

This paper contains two parts. In the first part, we study the ergodicity of periodic measures of random dynamical systems on a separable Banach space. We obtain that the periodic measure of the continuous time skew-product dynamical system…

Probability · Mathematics 2021-03-12 Chunrong Feng , Baoyou Qu , Huaizhong Zhao

This paper is devoted to investigating the random dynamics of stochastic discrete long-wave-short-wave resonance equations, which are characterized by the following features: $(1)$ the equations contain locally Lipschitz nonlinear coupling…

Probability · Mathematics 2026-03-18 Xia Pan , Jianhua Huang , Juntao Wu , Jiangwei Zhang

Using a model Hamiltonian for a single-mode electromagnetic field interacting with a nonlinear medium, we show that quantum expectation values of subsystem observables can exhibit remarkably diverse ergodic properties even when the dynamics…

Quantum Physics · Physics 2007-06-21 C. Sudheesh , S. Lakshmibala , V. Balakrishnan

Strong Feller property and irreducibility are study for a class of non-linear monotone stochastic partial differential equations with multiplicative noise. H\"older continuity of the associated Markov semigroups are discussed in some…

Probability · Mathematics 2014-08-01 Shao-Qin Zhang

We study nonlinear Neumann type boundary value problems related to ergodic phenomenas. The particularity of these problems is that the ergodic constant appears in the (possibly nonlinear) Neumann boundary conditions. We provide, for bounded…

Analysis of PDEs · Mathematics 2015-06-26 Guy Barles , Francesca Da Lio